volatility index
Look at other dictionaries:
volatility index — /vɒləˈtɪlɪti ˌɪndɛks/ (say voluh tilitee .indeks) noun Stock Exchange a measure which provides an estimation of the expected volatility of certain asset classes, commodities or currencies over a nominated period, based on option prices. Abbrev.:… …
Volatility Index — Used in technical analysis. A trend following analysis that measures the average price movement in each set period of time. ► See Technical Analysis … Financial and business terms
volatility index — Stock Exchange. beta (def. 6) … Useful english dictionary
Chicago Board Options Exchange Volatility Index — VIX von Januar 1990 bis Oktober 2008 Der Chicago Board Options Exchange Volatility Index (VIX) drückt die erwartete Schwankungsbreite des US amerikanischen Aktienindex S P 500 aus. Inhaltsverzeichnis 1 … Deutsch Wikipedia
VIX - CBOE Volatility Index — The ticker symbol for the Chicago Board Options Exchange (CBOE) Volatility Index, which shows the market s expectation of 30 day volatility. It is constructed using the implied volatilities of a wide range of S P 500 index options. This… … Investment dictionary
CBOE Nasdaq Volatility Index - VXN — A volatility index on the Chicago Board Options Exchange, known by its ticker symbol VXN. The VXN is a measure of implied volatility for the Nasdaq 100 (NDX). The VXN is calculated using the same methodology as the VIX. The VXN represents the… … Investment dictionary
volatility — index inconsistency Burton s Legal Thesaurus. William C. Burton. 2006 … Law dictionary
Volatility (finance) — Volatility most frequently refers to the standard deviation of the continuously compounded returns of a financial instrument with a specific time horizon. It is often used to quantify the risk of the instrument over that time period. Volatility… … Wikipedia
Volatility — 1. A statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. Commonly, the… … Investment dictionary
Volatility smile — In finance, the volatility smile is a long observed pattern in which at the money options tend to have lower implied volatilities than in or out of the money options. The pattern displays different characteristics for different markets and… … Wikipedia
